Shenzhen is a city that never sleeps. In fact, there are some scenic spots to take my parents to play at night.
It is the window of the world of choice.
You can consider entering the window of the world in the afternoon. Window of the World has a special midnight performance and a special party at night. You can show your parents.
You can also consider similar activities in splendid china, a Chinese folk culture village.
Or take your parents to the busiest commercial street, the CBD of Futian District, and some squares, etc. are all good choices.